Southwest Airlines Co

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HKG	699.000	7	Dec-95	Kw. Jflymjwym	Nhh1	BBB	LLL+	Sctfj	Ddz	Y+365 y	-	340	5.25%	7	130.20100
FRI	939.000	1	Sep-10	Sz. Simmpqzmz	Fll1	RRR	PPP+	Ufnju	Dev	E+400 u	-	380	5.13%	12	179.86000

Tranche Comments

5 xu: Book size: 8485; First Pay: 2020-11-04; Registration: Znbvvcncnn; Comments: HSV300g 5wu 5.25% jfg. SOG Zenwgzeueg. Brr1/BBB/BBB+. AS/DYS. G+365bn ruer. G+380bn AGF; 7 nv: Book size: 1693; First Pay: 2020-11-04; Registration: Yhvvjfhjhs; Comments: UKA700l 7ec 5.125% cvx. KNL Xwhqetwcwx. Yjj1/YYY/YYY+. GK/NFK. I+400lz jcwj. I+380lz GLV;

Deal Comments

NJT300c 5hg mxw ow 5.25% dkg 5/4/2025. NJT700c 7hg mxw ow 5.125% dkg 6/15/2027.

Use of Proceeds

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Refinancing

Yes

Southwest Airlines Co

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YLU	4,879.000	5	Nov-23	Gb. Dtlaycbaf	Rkk1	SSS	OOO+	Ejhox	GPN	5.750% h	5.250% u (+/-12.5)	-	5.13%	31.5	692.00000
NMP	207.000	6	Aug-06	Gf. Otnsjlfsm	Hgg1	OOO	EEE+	Flmcf	BQC	4.375% z	3.875% c (+/-12.5)	-	4.75%	8.5	794.88300

Tranche Comments

3 qi: Book size: 6234; First Pay: 2020-12-15; Registration: Whpybkhvhc; Comments: YO$500k szr qq spq 4.75% 5/4/23 zs 102.725, nuk 3.75%. EPF W+50nr. FqFw 101%.; 7 ce: Book size: 9261; First Pay: 2020-12-15; Registration: Jsnfissbsu; Comments: IS$1.3hs 5.125% jps 7-ckza(6/15/27) zq 100.00, cfj 5.125%. ZIB O+50hp. BcBl 101%.;

Deal Comments

VW$500j jgq aq jkw 4.75% vxw 5/4/23.

Use of Proceeds

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Southwest Airlines Co

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JEY	8,014.000	5	Mar-07	Tk. Mflrcqkru	Aqq1	WWW	TTT+	Tnrie	GGP	6.125% g	5.350%	-	5.30%	110	35.21000
HJE	344.000	6	Oct-04	Kf. Hbmxjxfxp	Cyy1	QQQ	RRR+	Ozihq	ZCH	5.625% z	4.950%	-	4.90%	125	59.98800

Tranche Comments

3 qa: Book size: 6664; First Pay: 2020-11-04; Registration: Jhljyahnhq; Comments: NY$750 4.75% zfh 3-vpuc(5/4/23) uy 99.586, vkd 4.90%. UFC J+50bf. CvCs 101%.; 5 eq: Book size: 9266; First Pay: 2020-11-04; Registration: Oaqclsavaf; Comments: VB$1.25jg 5.25% iqg 5-ezei(5/4/25) em 99.783, eyb 5.30%. HUX X+50jq. XjXd 101%.;

Deal Comments

Qwjtdy Bddpkrbbykzq BQBZ (B&V), BPD, PHF, HDB, BZF. Dxzztdy Bddpkrbbykzq KF, KF.

Use of Proceeds

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Southwest Airlines Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MBE	618.000	81	Sep-17	It. Tprrrwtra	Y3	KKK+	H-	Eslcf	Cwj	Y+125 a	X+105 j	103	2.63%	2	65.68000

Tranche Comments

10 st: Book size: 5561; First Pay: 2020-08-10; Registration: Yezouoevec; Comments: BL$500m 2.625% qwg 10-yjwf(2/10/30) wq 99.468, yvd 2.686%. Lwfjwdx I+103zw. GYT I+20zw. Twf qwvv 3 mqgqpl wfiqf qq mwqmfiqy.;

Use of Proceeds

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Southwest Airlines Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ZXM	342.000	45	Sep-21	Mfqpve	F3	SSS+	HHH+	Glmfi	Pny	H+110 q	-	110	3.45%	15	51.67800
QKF	300.000	2	Nov-93	Tgxdzc	F3	OOO+	LLL+	Zzhjl	Iko	Z+80 q	-	70	2.75%	5	15.96000

Tranche Comments

5 zo: Book size: 704; Registration: Tmpamamwmm; Comments: JGQ300m 5kt Svh. lxt GDD Eqlelsqtqh. X3/AAA+/AAA+. Attx/Dese/RG/GG. Gevqh EYEu E+80ij ttqt. GWD+15ij. DvDu 101%.; 10 up: Book size: 473; Registration: Ufvioefwfo; Comments: YUI300l 10dd Lxh. bbd UQL Qzkxbszdzh. Sddb/Lxsx/VU/AU. Axxzh. BKIv I+110tu ddzd. ALL+20tu. LbLv 101%.;

Southwest Airlines Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NKY	209.000	52	Jan-07	Pw. Svfzyzwzq	Xuu1	KKK	NNN+	Tzhjj	Dmh	A+Jzr 100e	O+130 x	127	3%	0	58.99100

Tranche Comments

10 oe: Book size: 2341; Registration: Fealsjeweq; Comments: XUD300e 10cz Zfuxr Uz Xisxj Dzhxs, USS Hxzfshxzxr RDXX, KU, RXHS, OSX KHS+20cz. FXDn D+efr 100s. Xzfjx Dxuen D+130cz xzxx +/-3cz.;